The Linear Programming Solver

Functional Summary

Table 6.1 summarizes the list of options available for the SOLVE WITH LP statement, classified by function.

Table 6.1: Options for the LP Solver

Description

Option

Solver Options

 

Specifies the type of solver

ALGORITHM=

Specifies the type of solver called after network simplex

ALGORITHM2=

Enables or disables IIS detection

IIS=

Presolve Option

 

Specifies the type of presolve

PRESOLVER=

Control Options

 

Specifies the feasibility tolerance

FEASTOL=

Specifies the frequency of printing solution progress

LOGFREQ=

Specifies the detail of solution progress printed in log

LOGLEVEL=

Specifies the maximum number of iterations

MAXITER=

Specifies the time limit for the optimization process

MAXTIME=

Specifies the optimality tolerance

OPTTOL=

Specifies units of CPU time or real time

TIMETYPE=

Simplex Algorithm Options

 

Specifies the type of initial basis

BASIS=

Specifies the type of pricing strategy

PRICETYPE=

Specifies the queue size for determining entering variable

QUEUESIZE=

Enables or disables scaling of the problem

SCALE=

Interior Point Algorithm Options

 

Enables or disables interior crossover

CROSSOVER=

Specifies the stopping criterion based on duality gap

STOP_DG=

Specifies the stopping criterion based on dual infeasibility

STOP_DI=

Specifies the stopping criterion based on primal infeasibility

STOP_PI=

Decomposition Algorithm Options

 

Enables decomposition algorithm and specifies general control options

DECOMP=()

Specifies options for the master problem

DECOMP_MASTER=()

Specifies options for the subproblem

DECOMP_SUBPROB=()